## Uniform Random Number Generators for Vector and Parallel Computers (1992)

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Venue: | REVISION APPEARED IN PROC. FIFTH AUSTRALIAN SUPERCOMPUTER CONFERENCE |

Citations: | 8 - 1 self |

### BibTeX

@TECHREPORT{Brent92uniformrandom,

author = {Richard P. Brent},

title = {Uniform Random Number Generators for Vector and Parallel Computers},

institution = {REVISION APPEARED IN PROC. FIFTH AUSTRALIAN SUPERCOMPUTER CONFERENCE},

year = {1992}

}

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### Abstract

We consider the requirements for uniform pseudo-random number generators on modern vector and parallel machines; consider the pros and cons of various popular classes of methods and some new methods; and outline what is currently available. We then make a proposal for a class of random number generators which have good statistical properties and can be implemented efficiently on vector processors and parallel machines. A proposal regarding initialization of these generators is made. We also discuss the results of a trial implementation on a Fujitsu VP 2200/10 vector processor.